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APA
Maria Ivette Gomes, Sandra Mendonça, Dinis Pestana, (2009). Adaptive reduced-bias tail index and value-at-risk estimation. ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis, 41-44
IEEE
Maria Ivette Gomes, Sandra Mendonça, Dinis Pestana, "Adaptive reduced-bias tail index and value-at-risk estimation" in ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis, Vilnius, Lituânia, 2009, pp. 41-44,
doi:
BIBTEX
@InProceedings{10804,
author = {Maria Ivette Gomes and Sandra Mendonça and Dinis Pestana},
title = {Adaptive reduced-bias tail index and value-at-risk estimation},
booktitle = {ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis},
year = 2009,
pages = {41-44},
address = {Vilnius, Lituânia},
publisher = {}
}